Add stock sell vertical slice with cash recovery and snapshot pricing (3d-26)

1 files changed, 366 insertions, 0 deletions

diff --git a/src/FundLab.Api/Persistence.fs b/src/FundLab.Api/Persistence.fs
index 09e3e0e..1cf68cd 100644
--- a/src/FundLab.Api/Persistence.fs
+++ b/src/FundLab.Api/Persistence.fs
@@ -327,6 +327,37 @@ type StockTradeWriteResult =
     | StockTradeInvalid of string
     | StockTradeFundNotFound
 
+type StockSellCommand =
+    {
+        InstrumentCode: string
+        StockName: string option
+        Quantity: decimal
+        Price: decimal
+        FeeAmount: decimal
+    }
+
+type StockSellRecord =
+    {
+        Id: Guid
+        FundId: Guid
+        InstrumentCode: string
+        StockName: string option
+        Quantity: decimal
+        Price: decimal
+        FeeAmount: decimal
+        Proceeds: decimal
+        IsSynthetic: bool
+        ExecutedAt: DateTimeOffset
+    }
+
+type StockSellWriteResult =
+    | StockSellCreated of StockSellRecord
+    | StockSellReplayed of StockSellRecord
+    | StockSellIdempotencyConflict
+    | StockSellInvalid of string
+    | StockSellInsufficientHoldings of string
+    | StockSellFundNotFound
+
 type BondTradeCommand =
     {
         InstrumentCode: string
@@ -955,6 +986,27 @@ type FundRepository(connectionString: string) =
             PRIMARY KEY (fund_id, instrument_code)
         );
 
+        CREATE TABLE IF NOT EXISTS stock_sells (
+            id uuid PRIMARY KEY,
+            fund_id uuid NOT NULL REFERENCES funds(id),
+            instrument_code text NOT NULL,
+            stock_name text NULL,
+            quantity numeric(28, 8) NOT NULL CHECK (quantity > 0),
+            price numeric(20, 4) NOT NULL CHECK (price > 0),
+            fee_amount numeric(20, 2) NOT NULL CHECK (fee_amount >= 0),
+            proceeds numeric(20, 2) NOT NULL CHECK (proceeds >= 0),
+            is_synthetic boolean NOT NULL,
+            executed_at timestamptz NOT NULL
+        );
+
+        CREATE TABLE IF NOT EXISTS stock_sell_idempotencies (
+            idempotency_key text PRIMARY KEY,
+            request_hash text NOT NULL,
+            sell_id uuid NOT NULL REFERENCES stock_sells(id),
+            fund_id uuid NOT NULL REFERENCES funds(id),
+            created_at timestamptz NOT NULL DEFAULT now()
+        );
+
         CREATE TABLE IF NOT EXISTS bond_trades (
             id uuid PRIMARY KEY,
             fund_id uuid NOT NULL REFERENCES funds(id),
@@ -1977,6 +2029,126 @@ type FundRepository(connectionString: string) =
 
         Convert.ToHexString(SHA256.HashData(Encoding.UTF8.GetBytes(payload)))
 
+    let stockSellRecordFromReader (reader: DbDataReader) : StockSellRecord =
+        {
+            Id = reader.GetGuid(0)
+            FundId = reader.GetGuid(1)
+            InstrumentCode = reader.GetString(2)
+            StockName = if reader.IsDBNull(3) then None else Some(reader.GetString(3))
+            Quantity = reader.GetDecimal(4)
+            Price = reader.GetDecimal(5)
+            FeeAmount = reader.GetDecimal(6)
+            Proceeds = reader.GetDecimal(7)
+            IsSynthetic = reader.GetBoolean(8)
+            ExecutedAt = reader.GetFieldValue<DateTimeOffset>(9)
+        }
+
+    let insertStockSell connection transaction (sell: StockSellRecord) =
+        use command =
+            commandWithTransaction
+                connection
+                transaction
+                """
+                INSERT INTO stock_sells
+                    (id, fund_id, instrument_code, stock_name, quantity, price, fee_amount, proceeds, is_synthetic, executed_at)
+                VALUES
+                    (@id, @fund_id, @instrument_code, @stock_name, @quantity, @price, @fee_amount, @proceeds, @is_synthetic, @executed_at)
+                """
+
+        addParameter command "id" NpgsqlDbType.Uuid (box sell.Id) |> ignore
+        addParameter command "fund_id" NpgsqlDbType.Uuid (box sell.FundId) |> ignore
+        addParameter command "instrument_code" NpgsqlDbType.Text (box sell.InstrumentCode) |> ignore
+
+        let nameParameter =
+            match sell.StockName with
+            | Some name -> box name
+            | None -> box DBNull.Value
+
+        addParameter command "stock_name" NpgsqlDbType.Text nameParameter |> ignore
+        addParameter command "quantity" NpgsqlDbType.Numeric (box sell.Quantity) |> ignore
+        addParameter command "price" NpgsqlDbType.Numeric (box sell.Price) |> ignore
+        addParameter command "fee_amount" NpgsqlDbType.Numeric (box sell.FeeAmount) |> ignore
+        addParameter command "proceeds" NpgsqlDbType.Numeric (box sell.Proceeds) |> ignore
+        addParameter command "is_synthetic" NpgsqlDbType.Boolean (box sell.IsSynthetic) |> ignore
+        addParameter command "executed_at" NpgsqlDbType.TimestampTz (box sell.ExecutedAt) |> ignore
+        command.ExecuteNonQuery() |> ignore
+
+    let insertStockSellIdempotency connection transaction key requestHash sellId fundId =
+        use command =
+            commandWithTransaction
+                connection
+                transaction
+                """
+                INSERT INTO stock_sell_idempotencies (idempotency_key, request_hash, sell_id, fund_id)
+                VALUES (@idempotency_key, @request_hash, @sell_id, @fund_id)
+                """
+
+        addParameter command "idempotency_key" NpgsqlDbType.Text (box key) |> ignore
+        addParameter command "request_hash" NpgsqlDbType.Text (box requestHash) |> ignore
+        addParameter command "sell_id" NpgsqlDbType.Uuid (box sellId) |> ignore
+        addParameter command "fund_id" NpgsqlDbType.Uuid (box fundId) |> ignore
+        command.ExecuteNonQuery() |> ignore
+
+    let findStockSellIdempotency connection transaction key =
+        use command =
+            commandWithTransaction
+                connection
+                transaction
+                """
+                SELECT request_hash, fund_id, sell_id
+                FROM stock_sell_idempotencies
+                WHERE idempotency_key = @idempotency_key
+                """
+
+        addParameter command "idempotency_key" NpgsqlDbType.Text (box key) |> ignore
+
+        use reader = command.ExecuteReader()
+
+        if reader.Read() then
+            Some(reader.GetString(0), reader.GetGuid(1), reader.GetGuid(2))
+        else
+            None
+
+    let findStockSell connection transaction sellId =
+        use command =
+            commandWithTransaction
+                connection
+                transaction
+                """
+                SELECT id, fund_id, instrument_code, stock_name, quantity, price, fee_amount, proceeds, is_synthetic, executed_at
+                FROM stock_sells
+                WHERE id = @id
+                """
+
+        addParameter command "id" NpgsqlDbType.Uuid (box sellId) |> ignore
+
+        use reader = command.ExecuteReader()
+
+        if reader.Read() then
+            Some(stockSellRecordFromReader reader)
+        else
+            None
+
+    let stockSellRequestHash (fundId: Guid) (command: StockSellCommand) =
+        let invariant = CultureInfo.InvariantCulture
+        let encoded (value: string) = sprintf "%d:%s" value.Length value
+        let name = command.StockName |> Option.defaultValue ""
+
+        let payload =
+            String.concat
+                "|"
+                [
+                    "stock-sell"
+                    encoded (fundId.ToString("D"))
+                    encoded command.InstrumentCode
+                    encoded name
+                    encoded (command.Quantity.ToString("G29", invariant))
+                    encoded (command.Price.ToString("G29", invariant))
+                    encoded (command.FeeAmount.ToString("G29", invariant))
+                ]
+
+        Convert.ToHexString(SHA256.HashData(Encoding.UTF8.GetBytes(payload)))
+
     let bondTradeRecordFromReader (reader: DbDataReader) : BondTradeRecord =
         {
             Id = reader.GetGuid(0)
@@ -4791,6 +4963,200 @@ type FundRepository(connectionString: string) =
 
         records |> Seq.toList
 
+    member _.GetStockSells(fundId: Guid) : StockSellRecord list =
+        use connection = new NpgsqlConnection(connectionString)
+        connection.Open()
+
+        use command =
+            commandWithTransaction
+                connection
+                None
+                """
+                SELECT id, fund_id, instrument_code, stock_name, quantity, price, fee_amount, proceeds, is_synthetic, executed_at
+                FROM stock_sells
+                WHERE fund_id = @fund_id
+                ORDER BY executed_at, id
+                """
+
+        addParameter command "fund_id" NpgsqlDbType.Uuid (box fundId) |> ignore
+
+        use reader = command.ExecuteReader()
+        let records = ResizeArray<StockSellRecord>()
+
+        while reader.Read() do
+            records.Add(stockSellRecordFromReader reader)
+
+        records |> Seq.toList
+
+    member _.CreateStockSell(idempotencyKey: string, fundId: Guid, command: StockSellCommand, ?executedAtOverride: DateTimeOffset) : StockSellWriteResult =
+        if String.IsNullOrWhiteSpace idempotencyKey then
+            StockSellWriteResult.StockSellInvalid "idempotency key cannot be empty"
+        else
+            let code = if isNull command.InstrumentCode then "" else command.InstrumentCode.Trim()
+
+            if code.Length <> 6 || not (code |> Seq.forall Char.IsDigit) then
+                StockSellWriteResult.StockSellInvalid "stock code must contain exactly six digits"
+            elif command.Quantity <= 0m then
+                StockSellWriteResult.StockSellInvalid "quantity must be positive"
+            elif command.Price <= 0m then
+                StockSellWriteResult.StockSellInvalid "price must be positive"
+            elif command.FeeAmount < 0m then
+                StockSellWriteResult.StockSellInvalid "fee amount cannot be negative"
+            elif Decimal.Round(command.FeeAmount, 2) <> command.FeeAmount then
+                StockSellWriteResult.StockSellInvalid "fee amount exceeds cash precision"
+            else
+                let normalized = { command with InstrumentCode = code }
+                let gross = Decimal.Round(normalized.Quantity * normalized.Price, 2, MidpointRounding.AwayFromZero)
+
+                if normalized.FeeAmount > gross then
+                    StockSellWriteResult.StockSellInvalid "fee amount cannot exceed the sale proceeds"
+                else
+                    let fingerprint = stockSellRequestHash fundId normalized
+                    use connection = new NpgsqlConnection(connectionString)
+                    connection.Open()
+                    use transaction = connection.BeginTransaction(IsolationLevel.ReadCommitted)
+
+                    try
+                        use lockCommand =
+                            commandWithTransaction
+                                connection
+                                (Some transaction)
+                                "SELECT pg_advisory_xact_lock(hashtext(@lock_key))"
+
+                        addParameter lockCommand "lock_key" NpgsqlDbType.Text (box idempotencyKey) |> ignore
+                        lockCommand.ExecuteNonQuery() |> ignore
+
+                        match findStockSellIdempotency connection (Some transaction) idempotencyKey with
+                        | Some(existingHash, existingFundId, sellId)
+                            when existingHash = fingerprint && existingFundId = fundId ->
+                            match findStockSell connection (Some transaction) sellId with
+                            | Some sell ->
+                                transaction.Commit()
+                                StockSellWriteResult.StockSellReplayed sell
+                            | None ->
+                                transaction.Rollback()
+                                StockSellWriteResult.StockSellInvalid "idempotency record references a missing sale"
+                        | Some _ ->
+                            transaction.Rollback()
+                            StockSellWriteResult.StockSellIdempotencyConflict
+                        | None ->
+                            match lockFundForOrder connection (Some transaction) fundId with
+                            | None ->
+                                transaction.Rollback()
+                                StockSellWriteResult.StockSellFundNotFound
+                            | Some isSynthetic ->
+                                let position =
+                                    use positionCommand =
+                                        commandWithTransaction
+                                            connection
+                                            (Some transaction)
+                                            """
+                                            SELECT quantity, cost_cash
+                                            FROM stock_positions
+                                            WHERE fund_id = @fund_id AND instrument_code = @instrument_code
+                                            FOR UPDATE
+                                            """
+
+                                    addParameter positionCommand "fund_id" NpgsqlDbType.Uuid (box fundId) |> ignore
+                                    addParameter positionCommand "instrument_code" NpgsqlDbType.Text (box normalized.InstrumentCode) |> ignore
+
+                                    use reader = positionCommand.ExecuteReader()
+
+                                    if reader.Read() then
+                                        Some(reader.GetDecimal(0), reader.GetDecimal(1))
+                                    else
+                                        None
+
+                                match position with
+                                | None ->
+                                    transaction.Rollback()
+                                    StockSellWriteResult.StockSellInsufficientHoldings(sprintf "no stock position in %s to sell" normalized.InstrumentCode)
+                                | Some(heldQuantity, _) when heldQuantity < normalized.Quantity ->
+                                    transaction.Rollback()
+
+                                    StockSellWriteResult.StockSellInsufficientHoldings(
+                                        sprintf
+                                            "available holdings %s are not enough for the requested sale quantity %s"
+                                            (heldQuantity.ToString("G29", CultureInfo.InvariantCulture))
+                                            (normalized.Quantity.ToString("G29", CultureInfo.InvariantCulture))
+                                    )
+                                | Some(heldQuantity, heldCost) ->
+                                    let executedAt = defaultArg executedAtOverride DateTimeOffset.UtcNow
+                                    let proceeds = gross - normalized.FeeAmount
+                                    let remainingQuantity = heldQuantity - normalized.Quantity
+
+                                    let releasedCost =
+                                        if remainingQuantity <= 0m then
+                                            heldCost
+                                        else
+                                            Decimal.Round(heldCost * (normalized.Quantity / heldQuantity), 2, MidpointRounding.AwayFromZero)
+
+                                    if remainingQuantity <= 0m then
+                                        use deleteCommand =
+                                            commandWithTransaction
+                                                connection
+                                                (Some transaction)
+                                                "DELETE FROM stock_positions WHERE fund_id = @fund_id AND instrument_code = @instrument_code"
+
+                                        addParameter deleteCommand "fund_id" NpgsqlDbType.Uuid (box fundId) |> ignore
+                                        addParameter deleteCommand "instrument_code" NpgsqlDbType.Text (box normalized.InstrumentCode) |> ignore
+                                        deleteCommand.ExecuteNonQuery() |> ignore
+                                    else
+                                        use updateCommand =
+                                            commandWithTransaction
+                                                connection
+                                                (Some transaction)
+                                                """
+                                                UPDATE stock_positions
+                                                SET quantity = @quantity,
+                                                    cost_cash = @cost_cash,
+                                                    last_traded_at = @last_traded_at
+                                                WHERE fund_id = @fund_id AND instrument_code = @instrument_code
+                                                """
+
+                                        addParameter updateCommand "quantity" NpgsqlDbType.Numeric (box remainingQuantity) |> ignore
+                                        addParameter updateCommand "cost_cash" NpgsqlDbType.Numeric (box (max 0m (heldCost - releasedCost))) |> ignore
+                                        addParameter updateCommand "last_traded_at" NpgsqlDbType.TimestampTz (box executedAt) |> ignore
+                                        addParameter updateCommand "fund_id" NpgsqlDbType.Uuid (box fundId) |> ignore
+                                        addParameter updateCommand "instrument_code" NpgsqlDbType.Text (box normalized.InstrumentCode) |> ignore
+                                        updateCommand.ExecuteNonQuery() |> ignore
+
+                                    use cashCommand =
+                                        commandWithTransaction
+                                            connection
+                                            (Some transaction)
+                                            "UPDATE funds SET available_cash = available_cash + @proceeds WHERE id = @fund_id"
+
+                                    addParameter cashCommand "proceeds" NpgsqlDbType.Numeric (box proceeds) |> ignore
+                                    addParameter cashCommand "fund_id" NpgsqlDbType.Uuid (box fundId) |> ignore
+                                    cashCommand.ExecuteNonQuery() |> ignore
+
+                                    let sell: StockSellRecord =
+                                        {
+                                            Id = Guid.NewGuid()
+                                            FundId = fundId
+                                            InstrumentCode = normalized.InstrumentCode
+                                            StockName = normalized.StockName
+                                            Quantity = normalized.Quantity
+                                            Price = normalized.Price
+                                            FeeAmount = normalized.FeeAmount
+                                            Proceeds = proceeds
+                                            IsSynthetic = isSynthetic
+                                            ExecutedAt = executedAt
+                                        }
+
+                                    insertStockSell connection (Some transaction) sell
+                                    insertStockSellIdempotency connection (Some transaction) idempotencyKey fingerprint sell.Id fundId
+                                    transaction.Commit()
+                                    StockSellWriteResult.StockSellCreated sell
+                    with error ->
+                        try
+                            transaction.Rollback()
+                        with _ ->
+                            ()
+
+                        raise error
+
     member _.CreateBondTrade(idempotencyKey: string, fundId: Guid, command: BondTradeCommand, ?executedAtOverride: DateTimeOffset) : BondTradeWriteResult =
         if String.IsNullOrWhiteSpace idempotencyKey then
             BondTradeWriteResult.BondTradeInvalid "idempotency key cannot be empty"